Pimco Canadian Core BND Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.72% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0132 | 1.48 | |
| 0.9912 | 209.28 | |
| -0.0132 | -1.17 |
Estimation Period:
Aug 19, 2024 to Feb 6, 2026
Aug 19, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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